PCA Index Dashboard Examples

This script was last run at 2024-04-03 23:41:17.041245+00:00 (UTC)
In US/Central Time, this is 2024-04-03 18:41:17.041245-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.896010	-0.472501	0.087296	-0.011003	0.544454	0.254029
1997-01-03	-0.884298	-0.472501	-0.154554	0.004486	0.744099	0.204841
1997-01-06	-0.880395	-0.472501	-0.063108	-0.018747	0.776987	0.268823
1997-01-07	-0.880395	-0.451695	-0.128083	-0.049724	0.836633	0.382508
1997-01-08	-0.892106	-0.451695	-0.020995	-0.088446	0.784651	0.495800
...	...	...	...	...	...	...
2024-03-29	-0.872587	-1.471204	-0.890935	1.793437	0.763775	0.268431
2024-03-31	-0.860876	-1.471204	-0.890935	1.793437	0.742216	0.268431
2024-04-01	-0.872587	-1.471204	-0.813928	1.793437	0.762487	0.717822
2024-04-02	-0.829645	-1.419188	-0.698417	1.615316	0.707670	0.818187
2024-04-03	-0.829645	-1.398381	-0.698417	1.615316	0.665922	0.818187

7202 rows × 6 columns

pc1

DATE
1997-01-02   -0.574723
1997-01-03   -0.680729
1997-01-06   -0.663667
1997-01-07   -0.699978
1997-01-08   -0.669679
                ...   
2024-03-29   -1.591599
2024-03-31   -1.582844
2024-04-01   -1.636482
2024-04-02   -1.535563
2024-04-03   -1.520938
Name: PC1, Length: 7202, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()